Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2789101.0075 | -7453.0295 | -2781647.978 | -5558766.4218 | -37125881.7621 | 31567115.3403 |
Total P&L (%) | -2789.101 | -7.453 | -2781.648 | -5558.7664 | -37125.8818 | 31567.1153 |
Avg Daily Profit (%) | -1.4933 | -0.004 | -1.4893 | 0 | 0 | 0.3088 |
Buy And Hold Return (%) | 8755.1533 | 8755.1533 | 8755.1533 | 8755.1533 | 8755.1533 | 8755.1533 |
Max Trade Drawdown | -2921086 | -142272 | -2847372 | -65603242 | -41651558 | -35660210 |
Profit Factor | 0.1585 | 0.9715 | 0.0889 | 0.9481 | 0.3415 | 1.6228 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 142 | 69 | 73 | 91 | 42 | 49 |
Losing Trades | 34 | 19 | 15 | 85 | 46 | 39 |
Profitability (%) | 80.6818 | 78.4091 | 82.9545 | 51.7045 | 47.7273 | 55.6818 |
Ratio Avg Win / Avg Loss | 0.0379 | 0.2675 | 0.0183 | 0.8856 | 0.3741 | 1.2916 |
Largest Winning Trade | 14652 | 14652 | 14225 | 42634113 | 3218151 | 42634113 |
Largest Losing Trade | -2064142 | -59179 | -2064142 | -31818667 | -19093808 | -31818667 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 10 | 13 | 8 | 31 | 24 | 37 |
Avg Bars in Losers | 159 | 128 | 198 | 48 | 50 | 44 |
Bars Traded | 6934 | 3366 | 3568 | 6934 | 3366 | 3568 |
Profit Streak | 51.4468 | 155.6968 | 51.4468 | 0 | 0 | 0 |
Trades During Streak | 3 | 11 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574210 | -575551 | -576079 | -579635 | -581980 | 315836 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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